We explore the potential consequences of vaccination on parasite epidemiology and evolution. Our model combines a microscopic (within-host dynamics) and a macroscopic (epidemiological dynamics) description of the interaction between the parasite and its host. This approach allows relevant epidemiological traits such as parasite transmission, parasite virulence, and host recovery to emerge from a mechanistic model of acute infection describing the interaction between the parasite and the host immune system. We model the effect of a vaccine as an activator of immunity enhancing the replication rate of lymphocytes, their initial density at infection's initiation, their efficacy to kill the parasite, or their activation delay after infection. We analyze the evolution of the replication rate of parasites and show that vaccination may promote the evolution of faster replicating and, consequently, more virulent strains. We also show that intermediate vaccination coverage may lead to the coexistence of two different parasite strategies (a low-virulence strain adapted to naive hosts, and a high-virulence strain, more generalist, adapted to both naive and vaccinated hosts). We discuss the consequences of various vaccination strategies under different epidemiological situations using several distinct measures to evaluate the cost induced by the parasite on individuals and entire host populations.